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GSSC vs. BBMC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSSC vs. BBMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC). The values are adjusted to include any dividend payments, if applicable.

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GSSC vs. BBMC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GSSC
Goldman Sachs ActiveBeta US Small Cap Equity ETF
-1.16%10.76%11.14%17.27%-16.81%24.13%63.67%
BBMC
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
1.89%12.24%15.15%18.37%-19.77%17.64%61.98%

Returns By Period

In the year-to-date period, GSSC achieves a -1.16% return, which is significantly lower than BBMC's 1.89% return.


GSSC

1D
2.88%
1M
-5.14%
YTD
-1.16%
6M
0.13%
1Y
18.99%
3Y*
11.84%
5Y*
4.65%
10Y*

BBMC

1D
3.25%
1M
-5.70%
YTD
1.89%
6M
4.93%
1Y
21.86%
3Y*
14.40%
5Y*
5.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSSC vs. BBMC - Expense Ratio Comparison

GSSC has a 0.20% expense ratio, which is higher than BBMC's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GSSC vs. BBMC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSSC
GSSC Risk / Return Rank: 5151
Overall Rank
GSSC Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GSSC Sortino Ratio Rank: 5050
Sortino Ratio Rank
GSSC Omega Ratio Rank: 4444
Omega Ratio Rank
GSSC Calmar Ratio Rank: 5858
Calmar Ratio Rank
GSSC Martin Ratio Rank: 5454
Martin Ratio Rank

BBMC
BBMC Risk / Return Rank: 6161
Overall Rank
BBMC Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BBMC Sortino Ratio Rank: 6161
Sortino Ratio Rank
BBMC Omega Ratio Rank: 5959
Omega Ratio Rank
BBMC Calmar Ratio Rank: 6161
Calmar Ratio Rank
BBMC Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSSC vs. BBMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GSSCBBMCDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.02

-0.16

Sortino ratio

Return per unit of downside risk

1.34

1.54

-0.19

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.46

1.52

-0.06

Martin ratio

Return relative to average drawdown

5.16

6.57

-1.41

GSSC vs. BBMC - Sharpe Ratio Comparison

The current GSSC Sharpe Ratio is 0.86, which is comparable to the BBMC Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of GSSC and BBMC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSSCBBMCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.02

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.29

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.74

-0.36

Correlation

The correlation between GSSC and BBMC is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GSSC vs. BBMC - Dividend Comparison

GSSC's dividend yield for the trailing twelve months is around 1.23%, less than BBMC's 1.25% yield.


TTM202520242023202220212020201920182017
GSSC
Goldman Sachs ActiveBeta US Small Cap Equity ETF
1.23%1.17%1.42%1.33%1.31%1.00%0.94%1.24%1.21%0.73%
BBMC
JPMorgan BetaBuilders U.S. Mid Cap Equity ETF
1.25%1.25%1.31%1.36%1.48%0.87%0.69%0.00%0.00%0.00%

Drawdowns

GSSC vs. BBMC - Drawdown Comparison

The maximum GSSC drawdown since its inception was -41.38%, which is greater than BBMC's maximum drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for GSSC and BBMC.


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Drawdown Indicators


GSSCBBMCDifference

Max Drawdown

Largest peak-to-trough decline

-41.38%

-30.11%

-11.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.23%

-14.24%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-27.81%

-30.11%

+2.30%

Current Drawdown

Current decline from peak

-7.99%

-6.81%

-1.18%

Average Drawdown

Average peak-to-trough decline

-9.17%

-9.15%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

3.30%

+0.44%

Volatility

GSSC vs. BBMC - Volatility Comparison

Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC) have volatilities of 7.03% and 6.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSSCBBMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

6.88%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

12.72%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

21.55%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.30%

20.56%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.11%

21.20%

+1.91%